Changeset 5656 in ntrip


Ignore:
Timestamp:
Mar 13, 2014, 11:49:27 AM (11 years ago)
Author:
mervart
Message:
 
File:
1 edited

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  • trunk/BNC/src/bncmodel.cpp

    r5158 r5656  
    909909  Tracer tracer("bncModel::kalman");
    910910
     911  int nPar = AA.Ncols();
     912#if 1
    911913  int nObs = AA.Nrows();
    912   int nPar = AA.Ncols();
    913 
    914914  UpperTriangularMatrix SS = Cholesky(QQ).t();
    915915
     
    937937  dx = KT.t() * ll;
    938938  QQ << (SS.t() * SS);
     939#else
     940  DiagonalMatrix        Ql = PP.i();
     941  Matrix                DD = QQ * AA.t();
     942  SymmetricMatrix       SM(nPar); SM << AA * DD + Ql;
     943  UpperTriangularMatrix UU = Cholesky(SM).t();
     944  UpperTriangularMatrix Ui = UU.i();
     945  Matrix                EE = DD * Ui;
     946  Matrix                KK = EE * Ui.t();
     947  QQ << QQ - EE * EE.t();
     948  dx = KK * ll;
     949#endif
    939950}
    940951
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